Had something like that one evening commuting across London.
Didnt clear, felt irritated under the eyelid all evening//night.
Popped in to the Eye Hospital next morning, and the doctor chappie said I had a metal shard that had ben in my eye, probably thrown up from the street while cycling, (i had dislodged something with a cotton bud that evening) but even though it had gone, the rust created by it while it was jammed in my eyeball, was aggravating my eyelid.
He used a vacuum pencil/brush to remove the rust from my eyeball. Worked a treat.